-45.7%
TOST vs FTV
+5.8%
-51.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +1.0% |
| 7D | -3.4% | -4.5% | +1.1% | +0.9% |
| 30D | -2.4% | -7.1% | +4.6% | +4.6% |
| 3M | +34.6% | -7.2% | +41.8% | +42.9% |
| 6M | +15.2% | -1.5% | +16.7% | +14.1% |
| YTD | -4.4% | +3.5% | -7.9% | -11.3% |
| 1Y | -17.4% | +20.3% | -37.8% | -35.8% |
| 3Y | +54.5% | -3.1% | +57.6% | +50.6% |
| All | -45.7% | +5.8% | -51.4% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling